+234.7%
CRM vs LDOS
+258.9%
-24.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -5.0% | -4.2% | -0.8% | -3.4% |
| 30D | +23.6% | -7.9% | +31.5% | +27.6% |
| 3M | +39.6% | +4.1% | +35.5% | +37.0% |
| 6M | +23.4% | -28.2% | +51.6% | +38.7% |
| YTD | -7.4% | -28.5% | +21.2% | +3.7% |
| 1Y | -2.3% | -27.7% | +25.4% | +8.6% |
| 3Y | +10.5% | +38.4% | -27.9% | -7.6% |
| 5Y | -4.7% | +38.0% | -42.7% | -22.0% |
| 10Y | +234.7% | +262.1% | -27.3% | +96.0% |
| All | +234.7% | +258.9% | -24.2% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling